3 attempts. 3rd worked. What helped:

1. Bringing my cédula extranjería AND my passport (they ask for both).
2. Going to a branch in El Poblado that's used to foreigners, NOT a random branch downtown.
3. Going Tuesday morning, NOT Friday afternoon.
4. Having a Colombian phone number already (Claro or Movistar SIM — get it day 1).

What didn't help: trying to do this in week 1. They want to see you have an address and presence.